+71.7%
TER vs IONS
-11.8%
+83.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -6.6% |
| 7D | +14.4% | -26.3% | +40.6% | +20.1% |
| 30D | -30.6% | -31.9% | +1.4% | -25.6% |
| 3M | -39.2% | -48.0% | +8.8% | -30.9% |
| 6M | -31.3% | -62.6% | +31.3% | -17.2% |
| YTD | +29.1% | -63.3% | +92.3% | +55.9% |
| 1Y | +47.4% | -58.4% | +105.8% | +72.1% |
| 3Y | +191.2% | -38.2% | +229.5% | +187.3% |
| All | +71.7% | -11.8% | +83.5% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling